The autocorrelation, partial and inverse autocorrelation functions described in the preceding sections help when you want to model a series as a function of its past values and past random errors.

Statistical mechanics provides a fundamental framework for understanding how collective phenomena in many-body systems give rise to macroscopic changes in state, known as phase transitions. Research ...

In this tutorial we begin our investigation of multivariate statistics using correlation and scatterplots. The idea is that we have two continuous variables and we want to examine the strength of the ...

In this paper we introduce a simple version of the “local-in-index” correlation model in which the correlation function does not depend on the index but on a synthetic index computed solely from the ...